Search results for "Wiener"
showing 10 items of 44 documents
Robust Mean Field Games with Application to Production of an Exhaustible Resource
2012
International audience; In this paper, we study mean field games under uncertainty. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is three-fold: First, we establish a mean field system for such robust games. Second, we apply the methodology to an exhaustible resource production. Third, we show that the dimension of the mean field system can be significantly reduced by considering a functional of the first moment of the mean field process.
"The human use of human beings": Interdisciplinarity, transdisciplinarity and all that in biophysics and beyond.
2017
Abstract Biophysics, just by looking at its name, indicates an interdisciplinary scientific activity, although the notion of interdisciplinarity, as such, seems to be not widely or specifically discussed by biophysicists. The same seems to have happened as well in the early stages of the development of cybernetics, notably in Norbert Wiener's writings. This situation seems to contrast with what has happened in subsequent developments of cybernetics ideas, notably in general system theory and cognitive sciences. After a few general reflections on the notion of interdisciplinarity, its sophisticated variants and the path leading to the birth of cognitive science, we shall refer to Wiener's th…
Quantifying Net Synergy/Redundancy of Spontaneous Variability Regulation via Predictability and Transfer Entropy Decomposition Frameworks.
2017
Objective: Indexes assessing the balance between redundancy and synergy were hypothesized to be helpful in characterizing cardiovascular control from spontaneous beat-to-beat variations of heart period (HP), systolic arterial pressure (SAP), and respiration (R). Methods: Net redundancy/synergy indexes were derived according to predictability and transfer entropy decomposition strategies via a multivariate linear regression approach. Indexes were tested in two protocols inducing modifications of the cardiovascular regulation via baroreflex loading/unloading (i.e., head-down tilt at −25° and graded head-up tilt at 15°, 30°, 45°, 60°, 75°, and 90°, respectively). The net redundancy/synergy of …
Modern Impressionist or Idyllic Genre Painter? Zorn’s European Fame from an Italian Perspective
2013
This article examines Zorn's international fame (France, Germany) and then focuses on the Swedish painter's controversial reception in Italian media (Vittorio Pica, Ardengo Soffici).
Il caso Webern. Ricostruzione di un delitto
2021
La sera del 15 settembre 1945, a guerra ormai conclusa, il compositore Anton Webern fu assassinato da un cuoco dell'esercito americano. Le circostanze del delitto sono rimaste in parte senza spiegazione e proiettano un'ombra sulla biografia di Webern nel suo complesso. Il libro traccia un profilo biografico del compositore, con particolare riferimento agli ultimi anni della sua vita e mistero della sua morte. On the evening of September 15, 1945, when the war was over, the composer Anton Webern was assassinated by a cook of the American occupation army. The circumstances of the crime remain in some respects unsolved and cast a shadow over Webern's biography as a whole. The book is a portrai…
Parameter Estimation for α-Fractional Bridges
2013
Let α, T > 0. We study the asymptotic properties of a least squares estimator for the parameter α of a fractional bridge defined as \(\mathrm{d}X_{t} = -\alpha \, \frac{X_{t}} {T-t}\,\mathrm{d}t + \mathrm{d}B_{t}\), 0 ≤ t \frac{1} {2}\). Depending on the value of α, we prove that we may have strong consistency or not as t → T. When we have consistency, we obtain the rate of this convergence as well. Also, we compare our results to the (known) case where B is replaced by a standard Brownian motion W.
Thin Points of Brownian Motion Intersection Local Times
2005
Let \(\ell \) be the projected intersection local time of two independent Brownian paths in \(\mathbb{R}^d \) for d = 2, 3. We determine the lower tail of the random variable \(\ell \)(B(0, 1)), where B(0, 1) is the unit ball. The answer is given in terms of intersection exponents, which are explicitly known in the case of planar Brownian motion. We use this result to obtain the multifractal spectrum, or spectrum of thin points, for the intersection local times.
Restoration of Videos Degraded by Local Isoplanatism Effects in the Near-Infrared Domain
2008
When observing a scene horizontally at a long distance in the near-infrared domain, degradations due to atmospheric turbulence often occur. In our previous work, we presented two hybrid methods to restore videos degraded by such local perturbations. These restoration algorithms take advantages of a space-time Wiener filter and a space-time regularization by the Laplacian operator. Wiener and Laplacian regularization results are mixed differently depending on the distance between the current pixel and the nearest edge point. It was shown that a gradation between Wiener and Laplacian areas improves results quality, so that only the algorithm using a gradation will be used in this article. In …
Parameter optimization for amplify-and-forward relaying systems with pilot symbol assisted modulation scheme
2009
Article published in the journal:Wireless Sensor Network Also available from publisher: http://dx.doi.org/10.4236/wsn.2009.11003 Cooperative diversity is a promising technology for future wireless networks. In this paper, we consider a cooperative communication system operating in an amplify-and-forward (AF) mode with a pilot symbol assisted modulation (PSAM) scheme. It is assumed that a linear minimum mean square estimator (LMMSE) is used for the channel estimation at the receiver. A simple and easy-to-evaluate asymptotical upper bound (AUB) of the symbol-error-rate (SER) is derived for uncoded AF cooperative communication systems with quadrature amplitude modulation (QAM) constellations. …
Convexities and optimal transport problems on the Wiener space
2013
The aim of this PhD is to study the optimal transportation theory in some abstract Wiener space. You can find the results in four main parts and they are aboutThe convexity of the relative entropy. We will extend the well known results in finite dimension to the Wiener space, endowed with the uniform norm. To be precise the relative entropy is (at least weakly) geodesically 1-convex in the sense of the optimal transportation in the Wiener space.The measures with logarithmic concave density. The first important result consists in showing that the Harnack inequality holds for the semi-group induced by such a measure in the Wiener space. The second one provides us a finite dimensional and dime…